Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638705.8018 | 531619.7699 | 107086.0319 | 657391.3946 | 527291.7489 | 130099.6457 |
Total P&L (%) | 638.7058 | 531.6198 | 107.086 | 657.3914 | 527.2917 | 130.0996 |
Avg Daily Profit (%) | 0.3066 | 0.2552 | 0.0514 | 0.0972 | 0.0882 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155767 | -129105 | -134689 | -3966761 | -3416276 | -1802310 |
Profit Factor | 1.2966 | 1.4895 | 1.1003 | 1.0194 | 1.0305 | 1.0078 |
Total Trades | 704 | 352 | 352 | 704 | 352 | 352 |
Winning Trades | 294 | 142 | 152 | 294 | 142 | 152 |
Losing Trades | 410 | 210 | 200 | 410 | 210 | 200 |
Profitability (%) | 41.7614 | 40.3409 | 43.1818 | 41.7614 | 40.3409 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.8081 | 2.2028 | 1.4478 | 1.4216 | 1.524 | 1.3261 |
Largest Winning Trade | 112302 | 112302 | 45493 | 1519014 | 1519014 | 775866 |
Largest Losing Trade | -42003 | -28968 | -42003 | -1052831 | -1052831 | -1024039 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 24904 | 12012 | 12892 | 24904 | 12012 | 12892 |
Profit Streak | 10.4679 | 10.4679 | 12.0512 | 10.4679 | 10.4679 | 12.0512 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436738 | 325562 | -234744 | -259971 | -262499 | -351687 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|